Create edge loop with C select
I'm not 100% positive I understood your question correctly, but here goes:

When you select vertices in a specific order by clicking each vertex individually, then Blender uses that order to join the vertices with edges.

When you use brush selection by pressing C then Blender does not get an order.
So now, when you try to join the vertices by pressing J, an error popup is displayed that says: "Invalid selection order"

To work around that you can simply press F instead of J to make a face of the selected verices and then you delete the face afterwards, so you end up with just the edges.

Here's a gif showing the whole thing: